Concepedia

Option implied ambiguity and its information content: Evidence from the subprime crisis

Tarik Driouchi, Lenos Trigeorgis, Raymond H.Y. So

Annals of Operations Research · 2015 · 36 citations · 65 references

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Concepts

References

65

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

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A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 17.1K citations

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Advances in prospect theory: Cumulative representation of uncertainty

Amos Tversky, Daniel Kahneman · Journal of Risk and Uncertainty · 1992 · 15.6K citations

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The General Theory of Employment, Interest and Money.

Joseph A. Schumpeter, John Maynard Keynes · Journal of the American Statistical Association · 1936 · 14.6K citations

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The General Theory of Employment, Interest and Money.

A. W. F., John Maynard Keynes · Journal Of The Royal Statistical Society · 1936 · 12.8K citations

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